CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0245 |
-0.0075 |
-0.7% |
1.0390 |
| High |
1.0320 |
1.0245 |
-0.0075 |
-0.7% |
1.0390 |
| Low |
1.0303 |
1.0245 |
-0.0058 |
-0.6% |
1.0245 |
| Close |
1.0303 |
1.0245 |
-0.0058 |
-0.6% |
1.0245 |
| Range |
0.0017 |
0.0000 |
-0.0017 |
-100.0% |
0.0145 |
| ATR |
0.0032 |
0.0034 |
0.0002 |
5.9% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
6 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0245 |
1.0245 |
|
| R3 |
1.0245 |
1.0245 |
1.0245 |
|
| R2 |
1.0245 |
1.0245 |
1.0245 |
|
| R1 |
1.0245 |
1.0245 |
1.0245 |
1.0245 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0245 |
| S1 |
1.0245 |
1.0245 |
1.0245 |
1.0245 |
| S2 |
1.0245 |
1.0245 |
1.0245 |
|
| S3 |
1.0245 |
1.0245 |
1.0245 |
|
| S4 |
1.0245 |
1.0245 |
1.0245 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0728 |
1.0632 |
1.0325 |
|
| R3 |
1.0583 |
1.0487 |
1.0285 |
|
| R2 |
1.0438 |
1.0438 |
1.0272 |
|
| R1 |
1.0342 |
1.0342 |
1.0258 |
1.0318 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0281 |
| S1 |
1.0197 |
1.0197 |
1.0232 |
1.0173 |
| S2 |
1.0148 |
1.0148 |
1.0218 |
|
| S3 |
1.0003 |
1.0052 |
1.0205 |
|
| S4 |
0.9858 |
0.9907 |
1.0165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0390 |
1.0245 |
0.0145 |
1.4% |
0.0003 |
0.0% |
0% |
False |
True |
1 |
| 10 |
1.0390 |
1.0245 |
0.0145 |
1.4% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
| 20 |
1.0406 |
1.0184 |
0.0222 |
2.2% |
0.0001 |
0.0% |
27% |
False |
False |
1 |
| 40 |
1.0406 |
1.0174 |
0.0232 |
2.3% |
0.0000 |
0.0% |
31% |
False |
False |
1 |
| 60 |
1.0406 |
1.0096 |
0.0310 |
3.0% |
0.0000 |
0.0% |
48% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0245 |
|
2.618 |
1.0245 |
|
1.618 |
1.0245 |
|
1.000 |
1.0245 |
|
0.618 |
1.0245 |
|
HIGH |
1.0245 |
|
0.618 |
1.0245 |
|
0.500 |
1.0245 |
|
0.382 |
1.0245 |
|
LOW |
1.0245 |
|
0.618 |
1.0245 |
|
1.000 |
1.0245 |
|
1.618 |
1.0245 |
|
2.618 |
1.0245 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0245 |
1.0311 |
| PP |
1.0245 |
1.0289 |
| S1 |
1.0245 |
1.0267 |
|